In Visual Studio (2017 at least) it is very easy to install Infer.NET in your project. Install it from IDE using NuGet package manager and you're good to go. Very handy. No need to go and add those references manually.
Also, I would suggest you doing C# refresh before and then diving into Infer.NET. For a new user like me some time ago, sometimes it is difficult to see where is C# code and where is Infer.NET specifics. For Infer.NET, I strongly suggest to go through the
Infer.NET 101 document. It is loaded with information and will answer many questions you might have in the beginning.